+52.3%
BDX vs ALK
-1.1%
+53.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +8.8% | -3.2% | +4.4% |
| 7D | +7.2% | +12.4% | -5.2% | +5.6% |
| 30D | +15.8% | +2.1% | +13.7% | +15.2% |
| 3M | +23.7% | -23.9% | +47.6% | +27.3% |
| 6M | +44.8% | +8.2% | +36.6% | +42.4% |
| YTD | +39.8% | -20.5% | +60.3% | +38.8% |
| 1Y | +52.3% | -1.0% | +53.4% | +48.0% |
| All | +52.3% | -1.1% | +53.4% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ALK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling